Title of article :
Valuing futures and options on volatility
Author/Authors :
Andreas Grünbichler، نويسنده , , Francis A. Longstaff، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Pages :
17
From page :
985
To page :
1001
Keywords :
Options: Exotic options: Valuation: Stochastic volatility
Journal title :
Journal of Banking and Finance
Serial Year :
1996
Journal title :
Journal of Banking and Finance
Record number :
192878
Link To Document :
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